ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-275 |
116-235 |
-0-040 |
-0.1% |
117-187 |
| High |
117-037 |
116-307 |
-0-050 |
-0.1% |
117-220 |
| Low |
116-202 |
116-065 |
-0-137 |
-0.4% |
116-202 |
| Close |
116-220 |
116-142 |
-0-078 |
-0.2% |
116-220 |
| Range |
0-155 |
0-242 |
0-087 |
56.1% |
1-018 |
| ATR |
0-170 |
0-175 |
0-005 |
3.0% |
0-000 |
| Volume |
618,457 |
408,401 |
-210,056 |
-34.0% |
1,927,845 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-257 |
118-122 |
116-275 |
|
| R3 |
118-015 |
117-200 |
116-209 |
|
| R2 |
117-093 |
117-093 |
116-186 |
|
| R1 |
116-278 |
116-278 |
116-164 |
116-224 |
| PP |
116-171 |
116-171 |
116-171 |
116-145 |
| S1 |
116-036 |
116-036 |
116-120 |
115-302 |
| S2 |
115-249 |
115-249 |
116-098 |
|
| S3 |
115-007 |
115-114 |
116-075 |
|
| S4 |
114-085 |
114-192 |
116-009 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-055 |
119-155 |
117-086 |
|
| R3 |
119-037 |
118-137 |
116-313 |
|
| R2 |
118-019 |
118-019 |
116-282 |
|
| R1 |
117-119 |
117-119 |
116-251 |
117-060 |
| PP |
117-001 |
117-001 |
117-001 |
116-291 |
| S1 |
116-101 |
116-101 |
116-189 |
116-042 |
| S2 |
115-303 |
115-303 |
116-158 |
|
| S3 |
114-285 |
115-083 |
116-127 |
|
| S4 |
113-267 |
114-065 |
116-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-185 |
116-065 |
1-120 |
1.2% |
0-186 |
0.5% |
18% |
False |
True |
422,924 |
| 10 |
117-267 |
116-065 |
1-202 |
1.4% |
0-166 |
0.4% |
15% |
False |
True |
361,220 |
| 20 |
118-007 |
116-065 |
1-262 |
1.6% |
0-173 |
0.5% |
13% |
False |
True |
343,232 |
| 40 |
118-295 |
116-065 |
2-230 |
2.3% |
0-165 |
0.4% |
9% |
False |
True |
299,265 |
| 60 |
119-152 |
116-065 |
3-087 |
2.8% |
0-188 |
0.5% |
7% |
False |
True |
313,249 |
| 80 |
119-152 |
116-020 |
3-132 |
2.9% |
0-184 |
0.5% |
11% |
False |
False |
248,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-056 |
|
2.618 |
118-301 |
|
1.618 |
118-059 |
|
1.000 |
117-229 |
|
0.618 |
117-137 |
|
HIGH |
116-307 |
|
0.618 |
116-215 |
|
0.500 |
116-186 |
|
0.382 |
116-157 |
|
LOW |
116-065 |
|
0.618 |
115-235 |
|
1.000 |
115-143 |
|
1.618 |
114-313 |
|
2.618 |
114-071 |
|
4.250 |
112-316 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-186 |
116-285 |
| PP |
116-171 |
116-237 |
| S1 |
116-157 |
116-190 |
|